You want to add pod 'MSMobAdSDK', '~> 2.5' similar to the following to your Podfile:

target 'MyApp' do
  pod 'MSMobAdSDK', '~> 2.5'
end

Then run a pod install inside your terminal, or from CocoaPods.app.

Alternatively to give it a test run, run the command:

pod try MSMobAdSDK